+361.6%
ORCL vs AMBA
+722.2%
-360.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.4% | +2.5% | -5.5% |
| 7D | -17.5% | -14.6% | -2.9% | -15.4% |
| 30D | -20.2% | -18.8% | -1.4% | -17.5% |
| 3M | -19.9% | -32.6% | +12.6% | -15.2% |
| 6M | -37.4% | -25.8% | -11.6% | -36.1% |
| YTD | -40.1% | -22.1% | -18.0% | -39.6% |
| 1Y | -53.4% | -36.2% | -17.2% | -51.8% |
| 3Y | +10.4% | +10.0% | +0.4% | +2.6% |
| 5Y | +29.8% | -71.6% | +101.3% | +35.2% |
| 10Y | +249.2% | -4.7% | +253.9% | +189.4% |
| All | +361.6% | +722.2% | -360.6% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling